-83.2%
IRE vs MDY
+15.1%
-98.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.1% | -5.7% | -0.8% |
| 7D | +29.0% | -0.8% | +29.8% | +35.0% |
| 30D | +24.2% | -3.9% | +28.1% | +59.2% |
| 3M | -53.2% | 0.0% | -53.1% | -48.5% |
| 6M | -36.0% | +8.5% | -44.6% | -47.3% |
| YTD | -51.0% | +13.2% | -64.2% | -68.7% |
| All | -83.2% | +15.1% | -98.3% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling